EViews.com

Nope. I asked the professor and he insists on using the log of the price as input.

On the chart, the curve is spiking and dropping several time (commodity price). How can it be stationary? No way.

Anyway, I found my answer with other sources, we should use log returns..

Hum, I will try to clarify. I found this on another website: When you model a time serie y(t) as an ARMA process for instance. It assumes that your serie is stationary. Hence, this assumption needs to be true to apply further results in this area. The stock price x(t) is basically not a stationary q...

Hi everybody, As part of my MSc in finance, I have a "quantitative research method" course and we are using Eviews to make forecasts. We have been given series of stock prices by the professor. He asked us to enter the stock prices under Eviews and generate the log by equation. seriesname ...